Some results on moments and cumulants

Scandinavian Actuarial Journal

Volumn 1998, Issue 1, 1998, Pages 24-40

  Sundt, Bjørn ^a   Dhaene, Jan ^b   De Pril, Nelson ^b  

^a UNIVERSITY OF BERGEN   (Norway)

^b UNIVERSITY OF LEUVEN   (Belgium)

Author keywords

Approximations; Cumulants; De Pril transforms; Moments; Recursions

Indexed keywords

EID: 85011471488     PISSN: 03461238     EISSN: 16512030     Source Type: Journal    
DOI: 10.1080/03461238.1998.10413989     Document Type: Article

References (10)

1. De Pril, N. (1986). Moments of a class of compound distributions. Scand. Actuarial J., 117-120.
2. De Pril, N. (1989). The aggregate claims distribution in the individual model with arbitrary positive claims. ASTIN Bull. 19, 9-24.
3. Dhaene, J. & De Pril, N. (1994). On a class of approximative computation methods in the individual risk model. Insurance Math. Ecoll. 14, 181-196.
4. Dhaene, J. & Sundt, B. (1998). On approximating distributions by approximating their De Pril transforms. Scand. Actuarial J., 1-23.
5. Dhaene, J., Sundt, B., & De Pril, N. (1996). Some moment relations for the Hipp approximation. ASTIN Bull. 26,117-121.
6. Hipp, C. (1996). Improved approximations for the aggregate claims distribution in the individual model. ASTIN Bull. 16, 89-100.
7. Panjer, H. H. (1981). Recursive evaluation of a family of compound distributions. ASTIN Bull. 12, 22-26.
8. Sundt, B. (1992). On some extensions of Panjer's class of counting distributions. ASTIN Bull. 22, 61-80.
9. Sundt, B. (1995). On some properties of De Pril transforms of counting distributions. ASTIN Bull. 25, 19-31.
10. Sundt, B. & Jewell, W. S. (1981). Further results on recursive evaluation of compound distributions. ASTIN Bull. 13,27-39.